it depends on what your player requires. I have one of the first no-name players to come to market, and it requires very specific settings: ISO9660, with MS-DOS names (this setting will automatically cut your file names down to 8.3 characters), and Append Version Numbers. I also have to change it from CD-ROM XA to CD-ROM. Basically I just change every widget in Toast from the default. Toast 5's mp3 disk's don't work for my player.
you'll have to investigate your player's requirements, either by consulting Rio's website, or by just trying things.